This method is preferable if you need to compose one or more pages of text at the beginning of each section or chapter in your PDF file. You may as well take advantage of MS Word's navigation feature: Table of Contents. Word will automatically create the links to various parts of your PDF, instead of you having to manually create them in Acrobat.
When combining files into a PDF file, it's important to remember that Acrobat is not a content creation tool, so much as a document publishing tool. The distinction is important, because you wish to create the outline or skeleton of your PDF file in Microsoft Word, and add it after you have assembled and arranged all the contents of your PDF file or document. Since editing files in Acrobat is not efficient, you want to avoid having to make changes to the PDF once the skeleton, or table of contents, is developed and added to the PDF. If you need to subsequently make lots of changes to the contents, organization, and the table of contents of your PDF document, you may find it's easier just to recompile your files into another PDF, rather than attempt to make changes to the table of contents of your existing PDF, within Acrobat.
Combine the PDF
First, start by compiling all the files or documents you want in the master PDF file or document. It is best to add these to a folder, or series of folders, on your hard drive. This makes it easier to find what you need, and copy it all to backup or long-term storage. You always want to keep these files separate, since you may need to rebuild them into a new, replacement PDF file later.
Next, combine them into a PDF file, and arrangement the way you want them. Here's a tutorial.
It is vital that you have everything you need in your combined PDF, and arranged in the correct way, since making changes after you've added your skeleton file will be complicated and inefficient.
MS Word: the Skeleton File
Next, create a "skeleton file" in Microsoft Word (Google Docs or Pages will work, too) that contains the pages that open each of your sections or chapters ("section-starter pages") and a table of contents. Here's a tutorial showing how to do that:
Complete the PDF
Add the skeleton file to your PDF file. Move the section-starter pages into their appropriate places within the document. The links in the MS Word-built table of contents will be converted into Acrobat's method for handling navigation links, and should remain true to your section-starter pages.
Here's a tutorial showing how to do that.
On the Organize Pages screen, I add the skeleton file to my combined PDF file.
It is important that you have your required files in place and properly arranged in the PDF beforehand, so that you can create your section-starting pages, and their corresponding Table of Contents in the proper order in Word. Having to move or edit these in Acrobat, after you've added the file there, is more complicated and inefficient.
Page Numbers in the Table of Contents
If you suspect your reader might print out your PDF, you can add page numbers to the Table of Contents.
Editing Your Table of Contents in Adobe Acrobat
As indicated above, it is not ideal to edit your Table of Contents (add or rearrange contents) within your PDF file, since Adobe isn't an efficient content editor. That said, if you elect to add, remove, or just move sections around, that's a matter of using the tools fond in the Organize Pages screen, and the previous instructions.
Modifying your Table of Contents presents additional complications, however. Here's a tutorial showing how to do that:
As indicated in the video, if you plan to make extensive changes, it may not be worth modifying an existing file. Instead, you might just compile another, and (re)build the table of contents and section-starting pages in MS Word.
Resources
Adobe Acrobat's User Guide and Tutorials: https://helpx.adobe.com/support/acrobat.html
Transcript for the above video tutorials: https://docs.google.com/document/d/1iQRD8_Ih8omkBHYgQG6krhjZV4DfdTJHnssogY7frEM/edit?usp=sharing